+131.7%
AG vs FIVE
+66.7%
+65.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.1% | -3.3% |
| 7D | +1.0% | +4.3% | -3.3% | -0.2% |
| 30D | +19.2% | +12.5% | +6.7% | +14.7% |
| 3M | +6.2% | +31.2% | -25.1% | -2.5% |
| 6M | -26.7% | +14.4% | -41.0% | -29.6% |
| YTD | +26.1% | +33.9% | -7.8% | +15.0% |
| 1Y | +131.7% | +65.1% | +66.6% | +91.0% |
| All | +131.7% | +66.7% | +65.0% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling